Vengeful spirits bug me a little.
I know they're meant to punish you for your character dying....but it feels like it could be a step too far to have this character you've played for so long as the hero/saviour of your civilization and as soon as they die they become evil fiends pitted against the progress of your civilization.
I'd like to see more depth when it comes to spirits and the afterlife of our characters. That could be interesting to look into in the future.
I don't disagree on making the ghosts involve more, in that adding more depth to any element is rarely a bad thing. But they don't bother me at present either. I was actually very amused after my first death to see an angry spirit pop up. It's a very rogue-like thing to do, and I don't see how any game with procedurally generated content can go wrong by stealing liberally from the Nethack playbook.
In terms of lore, I've always enjoyed the small, basically meaningless snippets that give you some hint about the nature of the world. Like I'd love to find journals, working televisions, working radios, computers on blog pages, notes, signs, hastily scrawled graffiti, and anything else that would add a one-half to three sentence long bit of lore to my random explorations. I think it'd be great to break into a modern home's bedroom and find a journal with some snippet about the end time for that person, or even just some slice-of-life thing like a todo list for the day that got interrupted by the end of the world. Depending on how the content generation works, it could even provide a hint about upcoming bosses and stuff. Something like a little hand written sign that says "Watch out! The thing in the next room is strong again flames..."